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subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"restricted"
~person:"Belzil, Christian"
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"McMillan, David G."
~person:"Pesaran, M. Hashem"
~person:"Rault, Christophe"
~subject:"Arbeitslosigkeit"
~subject:"Bildungsertrag"
~subject:"Faktorenanalyse"
~subject:"Korrelation"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
Arbeitslosigkeit
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Faktorenanalyse
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Monetary policy
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Wirkungsanalyse
Estimation
60
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43
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Belzil, Christian
Campbell, John Y.
Card, David
Kelly, Bryan T.
McMillan, David G.
Pesaran, M. Hashem
Rault, Christophe
Gupta, Rangan
88
Tiwari, Aviral Kumar
31
Ma, Feng
30
Balcilar, Mehmet
29
Gil-Alaña, Luis A.
28
Wohar, Mark E.
28
Zaremba, Adam
28
Bahmani-Oskooee, Mohsen
27
Bouri, Elie
26
Pierdzioch, Christian
23
Xuan Vinh Vo
23
Jawadi, Fredj
19
Salisu, Afees A.
19
Apergēs, Nikolaos
18
Narayan, Paresh Kumar
18
Zhang, Yaojie
18
Caporale, Guglielmo Maria
17
Forni, Mario
17
Lee, Chien-chiang
17
Marcellino, Massimiliano
17
Wang, Yudong
17
Demirer, Rıza
16
Hammoudeh, Shawkat
16
Kang, Sang Hoon
16
Mensi, Walid
16
Todorov, Viktor
16
Belke, Ansgar
15
Heckman, James J.
15
Sehgal, Sanjay
15
Serletis, Apostolos
15
Shahbaz, Muhammad
15
Yoon, Seong-min
15
Gambetti, Luca
14
Ours, Jan C. van
14
Wei, Yu
14
Bollerslev, Tim
13
Jalles, João Tovar
13
Li, Jia
13
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ECONIS (ZBW)
43
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1
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
2
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
Saved in:
3
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
Saved in:
4
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
5
Dissecting market expectations in the cross-section of book-to-market ratios : a comment
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Critical finance review
11
(
2022
)
2
,
pp. 375-381
Persistent link: https://www.econbiz.de/10013457294
Saved in:
6
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
7
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
8
Forecasting sector stock market returns
McMillan, David G.
- In:
The journal of asset management : a major new, …
22
(
2021
)
4
,
pp. 291-300
Persistent link: https://www.econbiz.de/10012581629
Saved in:
9
On the exchange rates volatility and economic policy uncertainty nexus : a panel VAR approach for emerging markets
Abid, Abir
;
Rault, Christophe
- In:
Journal of quantitative economics
19
(
2021
)
3
,
pp. 403-425
Persistent link: https://www.econbiz.de/10012622027
Saved in:
10
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
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